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At least 271 records · Page 15

On the Stochastic Quantization Method: Characteristics and Applications to Singular Systems

Introducing the generalized Langevin equation, we extend the stochastic quantization method so as to deal with singular dynamical systems beyond the ordinary territory of quantum mechanics. We also show how the uncertainty relation is built up to the quantum mechanical limit with respect to fictitious time, irrespective of its initial value, within the framework of the usual stochastic quantization method.

Kanenaga, Masahiko↗

First Test of Stochastic Growth Theory for Langmuir Waves in Earth's Foreshock

This paper presents the first test of whether stochastic growth theory (SGT) can explain the detailed characteristics of Langmuir-like waves in Earth's foreshock. A period with unusually constant solar wind magnetic field is analyzed. The observed distributions P(logE) of wave fields E for two intervals with relatively constant spacecraft location (DIFF) are shown to agree well with the fundamental prediction of SGT, that P(logE) is Gaussian in log E. This stochastic growth can be accounted for semi-quantitatively in terms of standard foreshock beam parameters and a model developed for interplanetary type III bursts. Averaged over the entire period with large variations in DIFF, the P(logE) distribution is a power-law with index approximately -1; this is interpreted in terms of convolution of intrinsic, spatially varying P(logE) distributions with a probability function describing ISEE's residence time at a given DIFF. Wave data from this interval thus provide good observational evidence that SGT can sometimes explain the clumping, burstiness, persistence, and highly variable fields of the foreshock Langmuir-like waves.

Cairns, Iver H.↗

Stochastic Methods for Aircraft Design

The global stochastic optimization method, simulated annealing (SA), was adapted and applied to various problems in aircraft design. The research was aimed at overcoming the problem of finding an optimal design in a space with multiple minima and roughness ubiquitous to numerically generated nonlinear objective functions. SA was modified to reduce the number of objective function evaluations for an optimal design, historically the main criticism of stochastic methods. SA was applied to many CFD/MDO problems including: low sonic-boom bodies, minimum drag on supersonic fore-bodies, minimum drag on supersonic aeroelastic fore-bodies, minimum drag on HSCT aeroelastic wings, FLOPS preliminary design code, another preliminary aircraft design study with vortex lattice aerodynamics, HSR complete aircraft aerodynamics. In every case, SA provided a simple, robust and reliable optimization method which found optimal designs in order 100 objective function evaluations. Perhaps most importantly, from this academic/industrial project, technology has been successfully transferred; this method is the method of choice for optimization problems at Northrop Grumman.

Pelz, Richard B.↗

Constraints on Nonlinear and Stochastic Growth Theories for Type 3 Solar Radio Bursts from the Corona to 1 AU

Existing, competing theories for coronal and interplanetary type III solar radio bursts appeal to one or more of modulational instability, electrostatic (ES) decay processes, or stochastic growth physics to preserve the electron beam, limit the levels of Langmuir-like waves driven by the beam, and produce wave spectra capable of coupling nonlinearly to generate the observed radio emission. Theoretical constraints exist on the wavenumbers and relative sizes of the wave bandwidth and nonlinear growth rate for which Langmuir waves are subject to modulational instability and the parametric and random phase versions of ES decay. A constraint also exists on whether stochastic growth theory (SGT) is appropriate. These constraints are evaluated here using the beam, plasma, and wave properties (1) observed in specific interplanetary type III sources, (2) predicted nominally for the corona, and (3) predicted at heliocentric distances greater than a few solar radii by power-law models based on interplanetary observations. It is found that the Langmuir waves driven directly by the beam have wavenumbers that are almost always too large for modulational instability but are appropriate to ES decay. Even for waves scattered to lower wavenumbers (by ES decay, for instance), the wave bandwidths are predicted to be too large and the nonlinear growth rates too small for modulational instability to occur for the specific interplanetary events studied or the great majority of Langmuir wave packets in type III sources at arbitrary heliocentric distances. Possible exceptions are for very rare, unusually intense, narrowband wave packets, predominantly close to the Sun, and for the front portion of very fast beams traveling through unusually dilute, cold solar wind plasmas. Similar arguments demonstrate that the ES decay should proceed almost always as a random phase process rather than a parametric process, with similar exceptions. These results imply that it is extremely rare for modulational instability or parametric decay to proceed in type III sources at any heliocentric distance: theories for type III bursts based on modulational instability or parametric decay are therefore not viable in general. In contrast, the constraint on SGT can be satisfied and random phase ES decay can proceed at all heliocentric distances under almost all circumstances. (The contrary circumstances involve unusually slow, broad beams moving through unusually hot regions of the Corona.) The analyses presented here strongly justify extending the existing SGT-based model for interplanetary type III bursts (which includes SGT physics, random phase ES decay, and specific electromagnetic emission mechanisms) into a general theory for type III bursts from the corona to beyond 1 AU. This extended theory enjoys strong theoretical support, explains the characteristics of specific interplanetary type III bursts very well, and can account for the detailed dynamic spectra of type III bursts from the lower corona and solar wind.

Cairns, Iver H.↗

Analysis of Phase-Type Stochastic Petri Nets With Discrete and Continuous Timing

The Petri net formalism is useful in studying many discrete-state, discrete-event systems exhibiting concurrency, synchronization, and other complex behavior. As a bipartite graph, the net can conveniently capture salient aspects of the system. As a mathematical tool, the net can specify an analyzable state space. Indeed, one can reason about certain qualitative properties (from state occupancies) and how they arise (the sequence of events leading there). By introducing deterministic or random delays, the model is forced to sojourn in states some amount of time, giving rise to an underlying stochastic process, one that can be specified in a compact way and capable of providing quantitative, probabilistic measures. We formalize a new non-Markovian extension to the Petri net that captures both discrete and continuous timing in the same model. The approach affords efficient, stationary analysis in most cases and efficient transient analysis under certain restrictions. Moreover, this new formalism has the added benefit in modeling fidelity stemming from the simultaneous capture of discrete- and continuous-time events (as opposed to capturing only one and approximating the other). We show how the underlying stochastic process, which is non-Markovian, can be resolved into simpler Markovian problems that enjoy efficient solutions. Solution algorithms are provided that can be easily programmed.

Jones, Robert L.↗

Thermal and Driven Stochastic Growth of Langmuir Waves in the Solar Wind and Earth's Foreshock

Statistical distributions of Langmuir wave fields in the solar wind and the edge of Earth's foreshock are analyzed and compared with predictions for stochastic growth theory (SGT). SGT quantitatively explains the solar wind, edge, and deep foreshock data as pure thermal waves, driven thermal waves subject to net linear growth and stochastic effects, and as waves in a pure SGT state, respectively, plus radiation near the plasma frequency f(sub p). These changes are interpreted in terms of spatial variations in the beam instability's growth rate and evolution toward a pure SGT state. SGT analyses of field distributions are shown to provide a viable alternative to thermal noise spectroscopy for wave instruments with coarse frequency resolution, and to separate f(sub p) radiation from Langmuir waves.

Cairns, Iver H.↗

Stochastic Estimation and Non-Linear Wall-Pressure Sources in a Separating/Reattaching Flow

Simultaneous wall-pressure and PIV measurements are used to study the conditional flow field associated with surface-pressure generation in a separating/reattaching flow established over a fence-with-splitter-plate geometry. The conditional flow field is captured using linear and quadratic stochastic estimation based on the occurrence of positive and negative pressure events in the vicinity of the mean reattachment location. The results shed light on the dominant flow structures associated with significant wall-pressure generation. Furthermore, analysis based on the individual terms in the stochastic estimation expansion shows that both the linear and non-linear flow sources of the coherent (conditional) velocity field are equally important contributors to the generation of the conditional surface pressure.

Naguib, A.↗

Stochastic Modeling of Laminar-Turbulent Transition

Stochastic versions of stability equations are developed in order to develop integrated models of transition and turbulence and to understand the effects of uncertain initial conditions on disturbance growth. Stochastic forms of the resonant triad equations, a high Reynolds number asymptotic theory, and the parabolized stability equations are developed.

Rubinstein, Robert↗

A New Stochastic Equivalent Linearization Implementation for Prediction of Geometrically Nonlinear Vibrations

In this paper, the problem of random vibration of geometrically nonlinear MDOF structures is considered. The solutions obtained by application of two different versions of a stochastic linearization method are compared with exact (F-P-K) solutions. The formulation of a relatively new version of the stochastic linearization method (energy-based version) is generalized to the MDOF system case. Also, a new method for determination of nonlinear sti ness coefficients for MDOF structures is demonstrated. This method in combination with the equivalent linearization technique is implemented in a new computer program. Results in terms of root-mean-square (RMS) displacements obtained by using the new program and an existing in-house code are compared for two examples of beam-like structures.

Muravyov, Alexander A.↗

A Stochastic Cratering Model for Asteroid Surfaces

The observed cratering records on asteroid surfaces (four so far: Gaspra, Ida, Mathilde, and Eros [1-4]) provide us with important clues to their past bombardment histories. Previous efforts toward interpreting these records have led to two basic modeling styles for reproducing the statistics of the observed crater populations. The first, and most direct, method is to use Monte Carlo techniques [5] to stochastically populate a matrix-model test surface with craters as a function of time [6,7]. The second method is to use a more general, parameterized approach to duplicate the statistics of the observed crater population [8,9]. In both methods, several factors must be included beyond the simple superposing of circular features: (1) crater erosion by subsequent impacts, (2) infilling of craters by impact ejecta, and (3) crater degradation and era- sure due to the seismic effects of subsequent impacts. Here we present an updated Monte Carlo (stochastic) modeling approach, designed specifically with small- to medium-sized asteroids in mind.

Richardson, J. E.↗

Dynamic Theory of Relativistic Electrons Stochastic Heating by Whistler Mode Waves with Application to the Earth Magnetosphere

In the Hamiltonian approach an electron motion in a coherent packet of the whistler mode waves propagating along the direction of an ambient magnetic field is studied. The physical processes by which these particles are accelerated to high energy are established. Equations governing a particle motion by group symmetries of the problem were transformed in to a closed pair of nonlinear difference equations. The solutions of these equations have shown there exists the energetic threshold below that the electron motion is regular, and when the initial energy is above the threshold an electron moves stochastically. It is proved that the upper boundary of particle stochastic heating is conditioned by intrinsic property of the particle chaotic motion. Particle energy spectra and pitch angle electron scattering are described by the Fokker-Planck-Kolmogorov equations. It is shown that significant pitch angle diffusion occurs for the Earth radiation belt electrons with energies from a few keV up to a few MeV.

Khazanov, G. V.↗

Towards Stability Analysis of Jump Linear Systems with State-Dependent and Stochastic Switching

This paper analyzes the stability of hierarchical jump linear systems where the supervisor is driven by a Markovian stochastic process and by the values of the supervised jump linear system s states. The stability framework for this class of systems is developed over infinite and finite time horizons. The framework is then used to derive sufficient stability conditions for a specific class of hybrid jump linear systems with performance supervision. New sufficient stochastic stability conditions for discrete-time jump linear systems are also presented.

Tejada, Arturo↗

Dynamic Theory of Relativistic Electrons Stochastic Heating by Whistler Mode Waves with Application to the Earth Magnetosphere

In the Hamiltonian approach an electron motion in a coherent packet of the whistler mode waves propagating along the direction of an ambient magnetic field is studied. The physical processes by which these particles are accelerated to high energy are established. Equations governing a particle motion were transformed in to a closed pair of nonlinear difference equations. The solutions of these equations have shown there exists the energetic threshold below that the electron motion is regular, and when the initial energy is above the threshold an electron moves stochastically. Particle energy spectra and pitch angle electron scattering are described by the Fokker-Planck-Kolmogorov equations. Calculating the stochastic diffusion of electrons due to a spectrum of whistler modes is presented. The parametric dependence of the diffusion coefficients on the plasma particle density, magnitude of wave field, and the strength of magnetic field is studies. It is shown that significant pitch angle diffusion occurs for the Earth radiation belt electrons with energies from a few keV up to a few MeV.

Khazanov, G. V.↗

Modular and Stochastic Approaches to Molecular Pathway Models of ATM, TGF beta, and WNT Signaling

Deterministic pathway models that describe the biochemical interactions of a group of related proteins, their complexes, activation through kinase, etc. are often the basis for many systems biology models. Low dose radiation effects present a unique set of challenges to these models including the importance of stochastic effects due to the nature of radiation tracks and small number of molecules activated, and the search for infrequent events that contribute to cancer risks. We have been studying models of the ATM, TGF -Smad and WNT signaling pathways with the goal of applying pathway models to the investigation of low dose radiation cancer risks. Modeling challenges include introduction of stochastic models of radiation tracks, their relationships to more than one substrate species that perturb pathways, and the identification of a representative set of enzymes that act on the dominant substrates. Because several pathways are activated concurrently by radiation the development of modular pathway approach is of interest.

Cucinotta, Francis A.↗

Second Cancers After Fractionated Radiotherapy: Stochastic Population Dynamics Effects

When ionizing radiation is used in cancer therapy it can induce second cancers in nearby organs. Mainly due to longer patient survival times, these second cancers have become of increasing concern. Estimating the risk of solid second cancers involves modeling: because of long latency times, available data is usually for older, obsolescent treatment regimens. Moreover, modeling second cancers gives unique insights into human carcinogenesis, since the therapy involves administering well characterized doses of a well studied carcinogen, followed by long-term monitoring. In addition to putative radiation initiation that produces pre-malignant cells, inactivation (i.e. cell killing), and subsequent cell repopulation by proliferation can be important at the doses relevant to second cancer situations. A recent initiation/inactivation/proliferation (IIP) model characterized quantitatively the observed occurrence of second breast and lung cancers, using a deterministic cell population dynamics approach. To analyze ifradiation-initiated pre-malignant clones become extinct before full repopulation can occur, we here give a stochastic version of this I I model. Combining Monte Carlo simulations with standard solutions for time-inhomogeneous birth-death equations, we show that repeated cycles of inactivation and repopulation, as occur during fractionated radiation therapy, can lead to distributions of pre-malignant cells per patient with variance >> mean, even when pre-malignant clones are Poisson-distributed. Thus fewer patients would be affected, but with a higher probability, than a deterministic model, tracking average pre-malignant cell numbers, would predict. Our results are applied to data on breast cancers after radiotherapy for Hodgkin disease. The stochastic IIP analysis, unlike the deterministic one, indicates: a) initiated, pre-malignant cells can have a growth advantage during repopulation, not just during the longer tumor latency period that follows; b) weekend treatment gaps during radiotherapy, apart from decreasing the probability of eradicating the primary cancer, substantially increase the risk of later second cancers.

Sachs, Rainer K.↗

Comparison of Traditional Design Nonlinear Programming Optimization and Stochastic Methods for Structural Design

Structural design generated by traditional method, optimization method and the stochastic design concept are compared. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the merit function with constraints imposed on failure modes and an optimization algorithm is used to generate the solution. Stochastic design concept accounts for uncertainties in loads, material properties, and other parameters and solution is obtained by solving a design optimization problem for a specified reliability. Acceptable solutions were produced by all the three methods. The variation in the weight calculated by the methods was modest. Some variation was noticed in designs calculated by the methods. The variation may be attributed to structural indeterminacy. It is prudent to develop design by all three methods prior to its fabrication. The traditional design method can be improved when the simplified sensitivities of the behavior constraint is used. Such sensitivity can reduce design calculations and may have a potential to unify the traditional and optimization methods. Weight versus reliabilitytraced out an inverted-S-shaped graph. The center of the graph corresponded to mean valued design. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure. Weight can be reduced to a small value for a most failure-prone design. Probabilistic modeling of load and material properties remained a challenge.

Patnaik, Surya N.↗

Robust Path Planning and Feedback Design Under Stochastic Uncertainty

Autonomous vehicles require optimal path planning algorithms to achieve mission goals while avoiding obstacles and being robust to uncertainties. The uncertainties arise from exogenous disturbances, modeling errors, and sensor noise, which can be characterized via stochastic models. Previous work defined a notion of robustness in a stochastic setting by using the concept of chance constraints. This requires that mission constraint violation can occur with a probability less than a prescribed value.In this paper we describe a novel method for optimal chance constrained path planning with feedback design. The approach optimizes both the reference trajectory to be followed and the feedback controller used to reject uncertainty. Our method extends recent results in constrained control synthesis based on convex optimization to solve control problems with nonconvex constraints. This extension is essential for path planning problems, which inherently have nonconvex obstacle avoidance constraints. Unlike previous approaches to chance constrained path planning, the new approach optimizes the feedback gain as wellas the reference trajectory.The key idea is to couple a fast, nonconvex solver that does not take into account uncertainty, with existing robust approaches that apply only to convex feasible regions. By alternating between robust and nonrobust solutions, the new algorithm guarantees convergence to a global optimum. We apply the new method to an unmanned aircraft and show simulation results that demonstrate the efficacy of the approach.

autonomuys vehicles↗

Optimal Control via Self-Generated Stochasticity

The problem of global maxima of functionals has been examined. Mathematical roots of local maxima are the same as those for a much simpler problem of finding global maximum of a multi-dimensional function. The second problem is instability even if an optimal trajectory is found, there is no guarantee that it is stable. As a result, a fundamentally new approach is introduced to optimal control based upon two new ideas. The first idea is to represent the functional to be maximized as a limit of a probability density governed by the appropriately selected Liouville equation. Then, the corresponding ordinary differential equations (ODEs) become stochastic, and that sample of the solution that has the largest value will have the highest probability to appear in ODE simulation. The main advantages of the stochastic approach are that it is not sensitive to local maxima, the function to be maximized must be only integrable but not necessarily differentiable, and global equality and inequality constraints do not cause any significant obstacles. The second idea is to remove possible instability of the optimal solution by equipping the control system with a self-stabilizing device. The applications of the proposed methodology will optimize the performance of NASA spacecraft, as well as robot performance.

Zak, Michail↗